+17.7%
BAH vs WOLF
-43.5%
+61.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | 0.0% |
| 7D | -1.6% | +21.5% | -23.1% | +0.8% |
| 30D | +18.0% | -1.2% | +19.3% | +18.9% |
| 3M | +11.4% | -8.2% | +19.6% | +12.3% |
| 6M | +17.7% | -45.0% | +62.7% | +14.8% |
| All | +17.7% | -43.5% | +61.2% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded WOLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling